Qatadah (a narrator) was asked about the reason for the disapproval of urinating in a hole. He replied: It is said that these (holes) are the habitats of the jinn.
In-book : Book 1, Hadith 29
English translation : Book 1, Hadith 29
1. Purification (Kitab Al-Taharah)
باب النَّهْىِ عَنِ الْبَوْلِ، فِي الْجُحْرِ